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We study the error introduced by entropy regularization in infinite-horizon discrete discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength, both in a weighted…

Optimization and Control · Mathematics 2025-12-16 Johannes Müller , Semih Cayci

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

Robust matrix completion aims to recover a low-rank matrix from a subset of noisy entries perturbed by complex noises, where traditional methods for matrix completion may perform poorly due to utilizing $l_2$ error norm in optimization. In…

Information Theory · Computer Science 2020-02-19 Yicong He , Fei Wang , Yingsong Li , Jing Qin , Badong Chen

A fast non-convex low-rank matrix decomposition method for potential field data separation is proposed. The singular value decomposition of the large size trajectory matrix, which is also a block Hankel matrix, is obtained using a fast…

Geophysics · Physics 2022-08-16 Dan Zhu , Rosemary Renaut , Hongwei Li , Tianyou Liu

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming…

Machine Learning · Computer Science 2022-01-19 Giacomo Meanti , Luigi Carratino , Ernesto De Vito , Lorenzo Rosasco

The maximum correntropy criterion (MCC) has recently been successfully applied in robust regression, classification and adaptive filtering, where the correntropy is maximized instead of minimizing the well-known mean square error (MSE) to…

Machine Learning · Statistics 2017-11-27 Badong Chen , Lei Xing , Haiquan Zhao , Bin Xu , Jose C. Principe

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

Due to the domain discrepancy in visual domain adaptation, the performance of source model degrades when bumping into the high data density near decision boundary in target domain. A common solution is to minimize the Shannon Entropy to…

Computer Vision and Pattern Recognition · Computer Science 2021-08-05 Shuhao Cui , Shuhui Wang , Junbao Zhuo , Liang Li , Qingming Huang , Qi Tian

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

We propose a penalized likelihood method to fit the linear discriminant analysis model when the predictor is matrix valued. We simultaneously estimate the means and the precision matrix, which we assume has a Kronecker product…

Machine Learning · Statistics 2016-10-31 Aaron J. Molstad , Adam J. Rothman

Gray-box identification is prevalent in modeling physical and networked systems. However, due to the non-convex nature of the gray-box identification problem, good initial parameter estimates are crucial for a successful application. In…

Systems and Control · Computer Science 2016-11-15 Chengpu Yu , Lennart Ljung , Michel Verhaegen

In this paper, we propose a data-adaptive non-parametric kernel learning framework in margin based kernel methods. In model formulation, given an initial kernel matrix, a data-adaptive matrix with two constraints is imposed in an entry-wise…

Machine Learning · Computer Science 2020-10-16 Fanghui Liu , Xiaolin Huang , Chen Gong , Jie Yang , Li Li

This paper establishes the minimum entropy principle (MEP) for the relativistic Euler equations with a broad class of equations of state (EOSs) and addresses the challenge of preserving the local version of the discovered MEP in high-order…

Numerical Analysis · Mathematics 2025-03-18 Shumo Cui , Kailiang Wu , Linfeng Xu

We present a new algorithm for inverting poorly resolved gravitational lens systems using the maximum entropy method (MEM). We test the method with simulations and then apply it to an 8 GHz VLA map of the radio ring lens MG1654+134. We…

Astrophysics · Physics 2009-10-28 S. Wallington , C. S. Kochanek , R. Narayan

In this work, we propose a new training method for finding minimum weight norm solutions in over-parameterized neural networks (NNs). This method seeks to improve training speed and generalization performance by framing NN training as a…

Machine Learning · Statistics 2018-06-22 Yamini Bansal , Madhu Advani , David D Cox , Andrew M Saxe

Adversarial data augmentation has shown promise for training robust deep neural networks against unforeseen data shifts or corruptions. However, it is difficult to define heuristics to generate effective fictitious target distributions…

Machine Learning · Computer Science 2020-12-21 Long Zhao , Ting Liu , Xi Peng , Dimitris Metaxas

The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…

Methodology · Statistics 2025-01-10 Vahe Avagyan

Biological and cellular systems are often modeled as graphs in which vertices represent objects of interest (genes, proteins, drugs) and edges represent relational ties among these objects (binds-to, interacts-with, regulates). This…

Machine Learning · Statistics 2017-03-16 Jose Lugo-Martinez , Predrag Radivojac

We introduce and develop the concept of Maximal Entropy Random Walks (MERWs) on Weighted Bratteli Diagrams (WBDs), maximizing entropy production along paths as a natural criterion for choosing random walks on networks. Initially defined for…

Combinatorics · Mathematics 2025-03-12 Yoann Offret , Sergey Dovgal
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